CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 09-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2014 |
09-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9706 |
0.9823 |
0.0117 |
1.2% |
0.9725 |
| High |
0.9852 |
0.9842 |
-0.0010 |
-0.1% |
0.9732 |
| Low |
0.9701 |
0.9793 |
0.0092 |
0.9% |
0.9598 |
| Close |
0.9842 |
0.9830 |
-0.0012 |
-0.1% |
0.9689 |
| Range |
0.0151 |
0.0049 |
-0.0102 |
-67.5% |
0.0134 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
205,262 |
119,871 |
-85,391 |
-41.6% |
577,391 |
|
| Daily Pivots for day following 09-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9948 |
0.9857 |
|
| R3 |
0.9920 |
0.9899 |
0.9843 |
|
| R2 |
0.9871 |
0.9871 |
0.9839 |
|
| R1 |
0.9850 |
0.9850 |
0.9834 |
0.9861 |
| PP |
0.9822 |
0.9822 |
0.9822 |
0.9827 |
| S1 |
0.9801 |
0.9801 |
0.9826 |
0.9812 |
| S2 |
0.9773 |
0.9773 |
0.9821 |
|
| S3 |
0.9724 |
0.9752 |
0.9817 |
|
| S4 |
0.9675 |
0.9703 |
0.9803 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
1.0016 |
0.9763 |
|
| R3 |
0.9941 |
0.9882 |
0.9726 |
|
| R2 |
0.9807 |
0.9807 |
0.9714 |
|
| R1 |
0.9748 |
0.9748 |
0.9701 |
0.9711 |
| PP |
0.9673 |
0.9673 |
0.9673 |
0.9654 |
| S1 |
0.9614 |
0.9614 |
0.9677 |
0.9577 |
| S2 |
0.9539 |
0.9539 |
0.9664 |
|
| S3 |
0.9405 |
0.9480 |
0.9652 |
|
| S4 |
0.9271 |
0.9346 |
0.9615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9852 |
0.9598 |
0.0254 |
2.6% |
0.0075 |
0.8% |
91% |
False |
False |
134,219 |
| 10 |
0.9852 |
0.9598 |
0.0254 |
2.6% |
0.0069 |
0.7% |
91% |
False |
False |
127,992 |
| 20 |
0.9886 |
0.9598 |
0.0288 |
2.9% |
0.0069 |
0.7% |
81% |
False |
False |
125,128 |
| 40 |
0.9889 |
0.9598 |
0.0291 |
3.0% |
0.0068 |
0.7% |
80% |
False |
False |
67,666 |
| 60 |
0.9930 |
0.9548 |
0.0382 |
3.9% |
0.0074 |
0.8% |
74% |
False |
False |
45,192 |
| 80 |
0.9930 |
0.9495 |
0.0435 |
4.4% |
0.0068 |
0.7% |
77% |
False |
False |
33,919 |
| 100 |
1.0050 |
0.9495 |
0.0555 |
5.6% |
0.0062 |
0.6% |
60% |
False |
False |
27,137 |
| 120 |
1.0293 |
0.9495 |
0.0798 |
8.1% |
0.0052 |
0.5% |
42% |
False |
False |
22,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0050 |
|
2.618 |
0.9970 |
|
1.618 |
0.9921 |
|
1.000 |
0.9891 |
|
0.618 |
0.9872 |
|
HIGH |
0.9842 |
|
0.618 |
0.9823 |
|
0.500 |
0.9818 |
|
0.382 |
0.9812 |
|
LOW |
0.9793 |
|
0.618 |
0.9763 |
|
1.000 |
0.9744 |
|
1.618 |
0.9714 |
|
2.618 |
0.9665 |
|
4.250 |
0.9585 |
|
|
| Fisher Pivots for day following 09-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9826 |
0.9808 |
| PP |
0.9822 |
0.9786 |
| S1 |
0.9818 |
0.9764 |
|